Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47454.09 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46059.12 Kr¶

PnL: ---------------------------------------> -829.45 Kr¶

DD now: ---------------------------------> -2.418 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 11:50:28.527675'

Anic Portfolio¶

Today¶

Return: -1.037 %¶

This Week¶

Return: -0.958 %¶

Total¶

Return: 55.352 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.000000 2761.500000 125.500000 4.760000 2636.000010
Beijer Electronics Group 26 0.000000 3094.000000 123.000000 4.140000 2971.000006
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
SAAB B 8 1.290000 3451.200000 74.200000 2.200000 3377.000000
AcadeMedia 12 -2.330000 593.040000 36.040000 6.470000 557.000004
Corem Property Group B 59 -1.610000 612.420000 35.420000 6.140000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.690000 388.200000 33.200000 9.350000 355.000000
MedCap 2 -0.660000 453.000000 32.000000 7.600000 421.000000
Resurs Holding 22 -1.230000 601.920000 27.920000 4.860000 573.999998
Norva24 Group 16 -0.280000 564.800000 21.800000 4.010000 543.000000
Boozt 12 -1.410000 1672.800000 18.800000 1.140000 1653.999996
HMS Networks 2 -2.930000 690.000000 17.000000 2.530000 673.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Swedbank A 3 -0.750000 576.750000 12.750000 2.260000 564.000000
Securitas B 6 -1.020000 582.600000 12.600000 2.210000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
OEM International B 7 -0.910000 534.100000 6.100000 1.160000 527.999997
Coor Service Management Hold. 8 -0.810000 537.600000 5.600000 1.050000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.670000 248.640000 2.640000 1.070000 246.000000
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Intrum 4 -3.700000 525.200000 -1.800000 -0.340000 527.000000
Handelsbanken A 5 -1.410000 540.000000 -6.000000 -1.100000 546.000000
Nordea Bank Abp 29 -0.220000 3446.940000 -7.060000 -0.200000 3453.999992
Essity B 2 -0.430000 558.200000 -15.800000 -2.750000 574.000000
Midsona B 63 -1.870000 563.220000 -19.780000 -3.390000 582.999984
CTEK 13 -2.210000 505.960000 -28.040000 -5.250000 533.999999
Essity A 4 -1.240000 1116.000000 -33.000000 -2.870000 1149.000000
International Petroleum Corp. 5 -1.250000 551.000000 -43.570000 -7.330000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.380000 3755.500000 -94.500000 -2.450000 3850.000000
Axfood 13 0.250000 3591.900000 -164.100000 -4.370000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -2.360000 1413.900000 -250.100000 -15.030000 1663.999992
Ovzon 52 -4.540000 2735.200000 -626.800000 -18.640000 3361.999992
TOTAL 46059.120000 -829.450000 -2.41785% 46888.564618

Updated:¶

'2023-01-25 11:50:41.468408'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶